-39.0%
PINS vs SRE
+22.3%
-61.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.5% |
| 7D | -6.2% | -8.4% | +2.2% | -5.4% |
| 30D | -10.9% | -3.2% | -7.8% | -10.7% |
| 3M | -19.5% | -5.3% | -14.2% | -19.2% |
| 6M | -10.4% | -12.6% | +2.2% | -9.5% |
| YTD | -26.4% | -8.8% | -17.6% | -26.6% |
| 1Y | -29.6% | -13.4% | -16.2% | -29.1% |
| 3Y | -39.0% | +24.4% | -63.4% | -42.4% |
| All | -39.0% | +22.3% | -61.4% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling